金融
Powerful, hardware-agnostic quantum code development for derivatives, portfolios, risk, and more.
Our Clients
Our clients trust Classiq to enable their quantum initiatives, upskill their workforce, and deploy efficient quantum programs
Case Studies
Rainbow Option Pricing Implementation
Case Study1
Deploy Advanced Quantum Finance Algorithms
Monte Carlo Methods
- Quantum amplitude estimation for derivative pricing
- Heston model implementation with stochastic volatility
- Path-dependent option pricing algorithms
- O(1/N) convergence vs classical O(1/✓/N)
Portfolio Optimization
- Multi-period portfolio optimization
- Quantum algorithms for non-convex problems
- Constraint handling through penalty formulation
- CVaR and advanced risk measures
Risk Assessment
- Credit risk analysis with regime-switching models
- Market risk evaluation using quantum algorithms
- Stochastic volatility implementation
- Enhanced computational efficiency for VaR
Enable Your Quantum Initiatives
Technical Discovery
Comprehensive assessment and proof-of-concept development.
Computational bottleneck analysis
- Quantum speedup opportunity identification
- Resource estimation and hardware analysis
Implementation strategy development
Quantum Team Launch
Comprehensive assessment and proof-of-concept development.
Computational bottleneck analysis
- Quantum speedup opportunity identification
- Resource estimation and hardware analysis
Implementation strategy development
Algorithm Development
Comprehensive assessment and proof-of-concept development.
Computational bottleneck analysis
- Quantum speedup opportunity identification
- Resource estimation and hardware analysis
Implementation strategy development